Testing the performance of technical trading rules in the...

Testing the performance of technical trading rules in the Chinese markets based on superior predictive test

Wang, Shan, Jiang, Zhi-Qiang, Li, Sai-Ping, Zhou, Wei-Xing
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Volume:
439
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2015.07.029
Date:
December, 2015
File:
PDF, 594 KB
english, 2015
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